I don't know this controller or software, so can't help with the setup but If you are using a USB controller then you shouldn't need to convert from parallel to USB. Just connect the USB cable directly and install the plug-in for mach3 and it should work.

If you are trying to use Mach3 parallel port driver then it won't work with Win10 or Any 64bit version of windows. Also, as you have found mach3 won't work with a parallel port to USB converter.